E-Book, Englisch, 268 Seiten
Moosa Quantification of Operational Risk under Basel II
2008
ISBN: 978-0-230-59514-9
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
The Good, Bad and Ugly
E-Book, Englisch, 268 Seiten
Reihe: Finance and Capital Markets Series
ISBN: 978-0-230-59514-9
Verlag: Palgrave Macmillan UK
Format: PDF
Kopierschutz: 1 - PDF Watermark
The book presents arguments that are critical of the Basel II Accord, particularly the advanced measurement approach to operational risk. It is argued that the advanced measurement approach is not viable in terms of costs and benefits and is likely to distract financial institutions from the real task of managing operational risk.




